Travel+Leisure Co (TNL)
43.75
+0.21
(+0.48%)
USD |
NYSE |
May 01, 16:00
43.75
0.00 (0.00%)
After-Hours: 17:38
Travel+Leisure Max Drawdown (5Y): 67.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.77% |
March 31, 2024 | 67.77% |
February 29, 2024 | 67.77% |
January 31, 2024 | 67.77% |
December 31, 2023 | 67.77% |
November 30, 2023 | 67.77% |
October 31, 2023 | 67.77% |
September 30, 2023 | 67.77% |
August 31, 2023 | 67.77% |
July 31, 2023 | 67.77% |
June 30, 2023 | 67.77% |
May 31, 2023 | 67.77% |
April 30, 2023 | 67.77% |
March 31, 2023 | 67.77% |
February 28, 2023 | 67.77% |
January 31, 2023 | 67.77% |
December 31, 2022 | 67.77% |
November 30, 2022 | 67.77% |
October 31, 2022 | 67.77% |
September 30, 2022 | 67.77% |
August 31, 2022 | 67.77% |
July 31, 2022 | 67.77% |
June 30, 2022 | 67.77% |
May 31, 2022 | 67.77% |
April 30, 2022 | 67.77% |
Date | Value |
---|---|
March 31, 2022 | 67.77% |
February 28, 2022 | 67.77% |
January 31, 2022 | 67.77% |
December 31, 2021 | 67.77% |
November 30, 2021 | 67.77% |
October 31, 2021 | 67.77% |
September 30, 2021 | 67.77% |
August 31, 2021 | 67.77% |
July 31, 2021 | 67.77% |
June 30, 2021 | 67.77% |
May 31, 2021 | 67.77% |
April 30, 2021 | 67.77% |
March 31, 2021 | 67.77% |
February 28, 2021 | 67.77% |
January 31, 2021 | 67.77% |
December 31, 2020 | 67.77% |
November 30, 2020 | 67.77% |
October 31, 2020 | 67.77% |
September 30, 2020 | 67.77% |
August 31, 2020 | 67.77% |
July 31, 2020 | 67.77% |
June 30, 2020 | 67.77% |
May 31, 2020 | 67.77% |
April 30, 2020 | 67.77% |
March 31, 2020 | 67.77% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
39.65%
Minimum
May 2019
67.77%
Maximum
Mar 2020
63.08%
Average
67.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Royal Caribbean Group | 83.27% |
Carnival Corp | 90.36% |
Norwegian Cruise Line Holdings Ltd | 87.81% |
Ranpak Holdings Corp | 93.63% |
Eightco Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.46 |
Beta (5Y) | 1.640 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.84% |
Historical Sharpe Ratio (5Y) | 0.0407 |
Historical Sortino (5Y) | 0.0537 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |